+2,464.9%
SMH vs BURL
+987.9%
+1,477.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -2.9% | -8.3% | -10.4% |
| 7D | -20.3% | +3.5% | -23.8% | -21.0% |
| 30D | -29.2% | -9.3% | -19.9% | -27.5% |
| 3M | -21.4% | -32.1% | +10.7% | -13.3% |
| 6M | -14.3% | -19.8% | +5.5% | -10.3% |
| YTD | +24.3% | -13.2% | +37.5% | +27.2% |
| 1Y | +24.9% | -7.8% | +32.8% | +24.9% |
| 3Y | +203.5% | +89.3% | +114.2% | +145.0% |
| 5Y | +211.2% | -15.8% | +227.0% | +196.8% |
| 10Y | +1,376.1% | +262.2% | +1,114.0% | +906.1% |
| All | +2,464.9% | +987.9% | +1,477.0% | +1,434.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling